Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Walmart Inc. (WMT) 120-Day Implied Volatility Skew data is not available for 2024-05-01.

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Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1358
Historical Volatility (Parkinson)	0.1301
Implied Volatility (Calls)	0.1774
Implied Volatility (Puts)	0.2073
Implied Volatility (Mean)	0.1924
Put-Call Implied Volatility Ratio	1.1685
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4640
Put-Call Ratio (Open Interest)	0.9830
Forward Price	59.46
Call Breakeven Price	65.18
Put Breakeven Price	51.06
Option Breakeven Price	58.07